V-Lab: SeAH Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SeAH Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:10.16% (+0.13%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8063	3.62
$α$	0.1230	4.64
$β$	0.8160	26.40
$γ_{1}$	0.3488	0.55
$γ_{2}$	-0.3137	-0.33
$γ_{3}$	-0.1286	-0.18
$γ_{4}$	0.1431	0.18
$γ_{5}$	0.1336	0.17
$γ_{6}$	-0.5580	-0.68
$γ_{7}$	0.6683	0.80
$γ_{8}$	0.2460	0.27
$γ_{9}$	-1.8548	-1.76
$γ_{10}$	2.0428	2.83

Estimation Period:
Jun 1, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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